Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47537.14 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46142.29 Kr¶

PnL: ---------------------------------------> -746.28 Kr¶

DD now: ---------------------------------> -2.247 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 13:21:28.313687'

Anic Portfolio¶

Today¶

Return: -0.701 %¶

This Week¶

Return: -1.29 %¶

Total¶

Return: 55.624 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.250000 3166.800000 195.800000 6.590000 2971.000006
HEBA B 70 -1.130000 2765.000000 129.000000 4.890000 2636.000010
Corem Property Group B 59 -0.090000 657.260000 80.260000 13.910000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.830000 433.200000 78.200000 22.030000 355.000000
HMS Networks 2 -1.230000 706.800000 33.800000 5.020000 673.000000
Samhällsbyggnadsbo. i Norden D 12 2.440000 261.840000 15.840000 6.440000 246.000000
Eastnine 4 -0.630000 506.400000 15.400000 3.140000 491.000000
Midsona B 63 -1.250000 597.240000 14.240000 2.440000 582.999984
Norva24 Group 16 -3.330000 556.800000 13.800000 2.540000 543.000000
OEM International B 7 -1.400000 541.100000 13.100000 2.480000 527.999997
Coor Service Management Hold. 8 0.000000 544.400000 12.400000 2.330000 532.000000
Resurs Holding 22 0.410000 586.080000 12.080000 2.100000 573.999998
Intrum 4 -0.410000 533.800000 6.800000 1.290000 527.000000
Fastighetsbolag. Emilshus Pref 21 -2.530000 567.000000 5.000000 0.890000 562.000005
Karnov Group 9 1.530000 539.100000 3.100000 0.580000 536.000004
Creaspac SPAC 6 0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 -1.930000 546.250000 0.250000 0.050000 546.000000
AcadeMedia 12 0.350000 556.800000 -0.200000 -0.040000 557.000004
Essity B 2 -1.210000 573.000000 -1.000000 -0.170000 574.000000
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
MedCap 2 -2.560000 419.000000 -2.000000 -0.480000 421.000000
Nordea Bank Abp 29 -1.210000 3448.680000 -5.320000 -0.150000 3453.999992
Swedbank A 3 -2.050000 558.450000 -5.550000 -0.980000 564.000000
Securitas B 6 -0.630000 563.400000 -6.600000 -1.160000 570.000000
CTEK 13 1.090000 518.700000 -15.300000 -2.870000 533.999999
FM Mattsson Mora Group B 50 -0.170000 2895.000000 -32.000000 -1.090000 2927.000000
Boozt 12 -2.060000 1597.200000 -56.800000 -3.430000 1653.999996
Vivesto 1368 -1.680000 544.190000 -68.810000 -11.230000 612.999432
International Petroleum Corp. 5 1.760000 521.500000 -73.070000 -12.290000 594.565215
SAAB B 8 -0.700000 3276.800000 -100.200000 -2.970000 3377.000000
Sampo Oyj SDB 7 -1.020000 3738.000000 -112.000000 -2.910000 3850.000000
OX2 18 -0.350000 1539.000000 -125.000000 -7.510000 1663.999992
Axfood 13 -0.290000 3568.500000 -187.500000 -4.990000 3756.000001
Fasadgruppen Group 35 -0.390000 3542.000000 -269.000000 -7.060000 3810.999990
Ovzon 52 0.690000 3047.200000 -314.800000 -9.360000 3361.999992
TOTAL 46142.290000 -746.280000 -2.24707% 46888.564618

Updated:¶

'2023-01-13 13:21:40.742345'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶